A fast and flexible set of tools for large scale estimation. It features many stochastic gradient methods, built-in models, visualization tools, automated hyperparameter tuning, model checking, interval estimation, and convergence diagnostics.

Maintainer: Dustin Tran <dustin at cs.columbia.edu>

Author(s): Dustin Tran*, Panos Toulis*, Tian Lian*, Ye Kuang*, Edoardo Airoldi*

Install package and any missing dependencies by running this line in your R console:

install.packages("sgd")

Depends
Imports ggplot2, MASS, methods, Rcpp(>=0.11.3)
Suggests bigmemory, gridExtra, R.rsp, testthat
Enhances
Linking to BH, bigmemory, Rcpp, RcppArmadillo
Reverse
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Package sgd
Materials
URL https://github.com/airoldilab/sgd
Task Views
Version 1.1
Published 2016-01-05
License GPL-2
BugReports https://github.com/airoldilab/sgd/issues
SystemRequirements
NeedsCompilation yes
Citation
CRAN checks sgd check results
Package source sgd_1.1.tar.gz